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Patrick Altmeyer
Researching Trustworthy Artificial Intelligence (AI) for Finance and Economics
I am an economist by background with an interest in cross-disciplinary research on the intersection of Trustworthy AI and Financial Economics. For my PhD in Trustworthy AI, I currently focus on Counterfactual Explanations and Probabilisitic Machine Learning under supervision of Cynthia Liem at Delft University of Technology.
Education
PhD in Computer Science
Delft University of Technology
Delft, Netherlands
2025 - 2021
Thesis topic: Trustworthy Artificial Intelligence
Master in Data Science
Barcelona School of Economics
Barcelona, Spain
2021
Thesis: Deep Vector Autoregression for Macroeconomic Data
Master in Finance
Barcelona School of Economics
Barcelona, Spain
2018
Thesis: Option Pricing in the Heston Stochastic Volatility Model
Master of Arts with Honours in Economics
University of Edinburgh
Edinburgh, United Kingdom
2017
Thesis: Can misguided monetary policy explain the European housing bubble?
Professional Experience
Economist
Bank of England
London, United Kingdom
2021 - 2018
- Co-author of two staff working papers (upcoming).
- Co-initiated and led app development.
- Briefing work for policy committees.
Postgraduate Intern
Bank of England
London, United Kingdom
2017
- Econometric analysis of transaction data set in R.
- Internal presentation of project results.
Teaching Experience
Research project
Research supervisor for group of students
Delft, Netherlands
2022
- Proposal of final-year research project on Endogenous Dynamics in Algorithmic Recourse.
- Supervision of group of three undergraduate students working on the project.
Foundations of Data Science Summer School
Teaching Assistant at Barcelona School of Economics
Barcelona, Spain
2021
Introduction course to R and Git
Lead Trainer at Analytics Enablement Hub, Bank of England.
London, United Kingdom
2020 - 2019
Honours Modules in Econometrics
Teaching assistant at School of Economics, University of Edinburgh
Edinburgh, United Kingdom
2017 - 2016
Selected Publications and Posters
Yield Curve Sensitivity to Investor Positioning Around Economic Shocks
Bank of England Staff Working Paper (upcoming)
London, United Kingdom
2022
Altmeyer P., Boneva L., Kinston R., Saha S., Stoja E.
Deep Vector Autoregression for Macroeconomic Data
Masters Thesis (selected for publication): [PDF], [GitHub]
Barcelona, Spain
2021
Agustí M., Altmeyer P., Vidal-Quadras Costa I.
Option Pricing in the Heston Stochastic Volatility Model: an Empirical Evaluation
Masters Thesis (selected for publication): [PDF]
Barcelona, Spain
2018
Altmeyer P., Grapendal J., Pravosud M., Quintana G.
Conferences and Workshops
IFC and Bank of Italy workshop on “Data science in central banking”
Presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021): [url], [YouTube]
Virtual
2022
NeurIPS 2021 MLECON Workshop
Poster presentation of Altmeyer, Agusti, and Vidal-Quadras Costa (2021): [url]
Virtual
2021
IFABS 2021 Oxford
Presented our BoE Staff Working Paper on yield curve pricing
Virtual
2021
Money markets and Central Bank Balance Sheets
Presented research on demand for central bank reserves at ECB: [url]
Frankfurt, Germany
2019
Selected Open-Source Software
CounterfactualExplanations.jl
Julia package for Counterfactual Explanations: [stable docs], [GitHub]
N/A
2021-2022
LaplaceRedux.jl
Pure-play Julia package for effortless Bayesian Deep Learning: [dev docs], [GitHub]
N/A
2021-2022
deepvars
R package implementing Deep Vector Autoregression (Altmeyer, Agusti, and Vidal-Quadras Costa 2021): [GitHub]
N/A
2021-2022
Outreach and Volunteering
Class representative
Masters in Data Science
Barcelona, Spain
2020
Scholarships and awards
Novartis Datathon
3rd Price Winner of Datathon
Barcelona, Spain
2020
Fee Waiver and Funding for Masters
Full funding for Masters in Data Science through BSE and Bank of England
Barcelona, Spain
2020
Fee waiver for Masters
Total tuition fee waiver for Master in Finance through BSE
Barcelona, Spain
2017
School of Economics Prize
Edinburgh University School of Economics Joint Prize for the best performance in Economics
Edinburgh, United Kingdom
2017
School of Economics Prize
School of Economics Prize for academic excellence in Economics
Edinburgh, United Kingdom
2015